Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control

Semiconcavity is a natural generalization of concavity that retains most of the good properties known in convex analysis, but arises in a wider range of applications. This volume details the theory of semiconcave functions, and of the role they play in optimal control and Hamilton-Jacobi equations. The first part covers the general theory, encompassing all key results and illustrating them with significant examples. The latter part is devoted to applications concerning the Bolza problem in the calculus of variations and optimal exit time problems for nonlinear control systems.

Author: Piermarco Cannarsa, Carlo Sinestrari
Publisher: Birkhauser
Published: 09/14/2004
Pages: 304
Binding Type: Paperback
Weight: 1.01lbs
Size: 9.20h x 6.24w x 0.63d
ISBN: 9780817643362

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